CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 09-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
647-0 |
641-0 |
-6-0 |
-0.9% |
633-4 |
| High |
648-4 |
652-0 |
3-4 |
0.5% |
649-4 |
| Low |
633-0 |
633-0 |
0-0 |
0.0% |
628-0 |
| Close |
642-4 |
637-0 |
-5-4 |
-0.9% |
644-4 |
| Range |
15-4 |
19-0 |
3-4 |
22.6% |
21-4 |
| ATR |
11-3 |
12-0 |
0-4 |
4.7% |
0-0 |
| Volume |
228,857 |
255,275 |
26,418 |
11.5% |
817,662 |
|
| Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
697-5 |
686-3 |
647-4 |
|
| R3 |
678-5 |
667-3 |
642-2 |
|
| R2 |
659-5 |
659-5 |
640-4 |
|
| R1 |
648-3 |
648-3 |
638-6 |
644-4 |
| PP |
640-5 |
640-5 |
640-5 |
638-6 |
| S1 |
629-3 |
629-3 |
635-2 |
625-4 |
| S2 |
621-5 |
621-5 |
633-4 |
|
| S3 |
602-5 |
610-3 |
631-6 |
|
| S4 |
583-5 |
591-3 |
626-4 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
705-1 |
696-3 |
656-3 |
|
| R3 |
683-5 |
674-7 |
650-3 |
|
| R2 |
662-1 |
662-1 |
648-4 |
|
| R1 |
653-3 |
653-3 |
646-4 |
657-6 |
| PP |
640-5 |
640-5 |
640-5 |
642-7 |
| S1 |
631-7 |
631-7 |
642-4 |
636-2 |
| S2 |
619-1 |
619-1 |
640-4 |
|
| S3 |
597-5 |
610-3 |
638-5 |
|
| S4 |
576-1 |
588-7 |
632-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
652-0 |
633-0 |
19-0 |
3.0% |
10-0 |
1.6% |
21% |
True |
True |
181,094 |
| 10 |
652-0 |
628-0 |
24-0 |
3.8% |
9-3 |
1.5% |
38% |
True |
False |
173,813 |
| 20 |
652-0 |
592-4 |
59-4 |
9.3% |
10-0 |
1.6% |
75% |
True |
False |
169,059 |
| 40 |
664-0 |
576-4 |
87-4 |
13.7% |
9-5 |
1.5% |
69% |
False |
False |
145,305 |
| 60 |
664-0 |
560-0 |
104-0 |
16.3% |
10-7 |
1.7% |
74% |
False |
False |
142,230 |
| 80 |
674-0 |
560-0 |
114-0 |
17.9% |
11-0 |
1.7% |
68% |
False |
False |
124,982 |
| 100 |
714-4 |
560-0 |
154-4 |
24.3% |
11-5 |
1.8% |
50% |
False |
False |
108,077 |
| 120 |
788-0 |
560-0 |
228-0 |
35.8% |
11-7 |
1.9% |
34% |
False |
False |
94,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
732-6 |
|
2.618 |
701-6 |
|
1.618 |
682-6 |
|
1.000 |
671-0 |
|
0.618 |
663-6 |
|
HIGH |
652-0 |
|
0.618 |
644-6 |
|
0.500 |
642-4 |
|
0.382 |
640-2 |
|
LOW |
633-0 |
|
0.618 |
621-2 |
|
1.000 |
614-0 |
|
1.618 |
602-2 |
|
2.618 |
583-2 |
|
4.250 |
552-2 |
|
|
| Fisher Pivots for day following 09-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
642-4 |
642-4 |
| PP |
640-5 |
640-5 |
| S1 |
638-7 |
638-7 |
|